Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 116.61 116.00 -0.61 -0.5% 115.06
High 117.65 117.03 -0.62 -0.5% 116.14
Low 115.73 116.00 0.27 0.2% 115.05
Close 115.66 116.65 0.99 0.9% 115.91
Range 1.92 1.03 -0.89 -46.4% 1.09
ATR 0.60 0.66 0.05 9.1% 0.00
Volume 555 96 -459 -82.7% 2,906
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 119.65 119.18 117.22
R3 118.62 118.15 116.93
R2 117.59 117.59 116.84
R1 117.12 117.12 116.74 117.36
PP 116.56 116.56 116.56 116.68
S1 116.09 116.09 116.56 116.33
S2 115.53 115.53 116.46
S3 114.50 115.06 116.37
S4 113.47 114.03 116.08
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 118.97 118.53 116.51
R3 117.88 117.44 116.21
R2 116.79 116.79 116.11
R1 116.35 116.35 116.01 116.57
PP 115.70 115.70 115.70 115.81
S1 115.26 115.26 115.81 115.48
S2 114.61 114.61 115.71
S3 113.52 114.17 115.61
S4 112.43 113.08 115.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.65 115.41 2.24 1.9% 0.88 0.8% 55% False False 507
10 117.65 114.51 3.14 2.7% 0.59 0.5% 68% False False 409
20 117.65 112.26 5.39 4.6% 0.52 0.4% 81% False False 368
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.41
2.618 119.73
1.618 118.70
1.000 118.06
0.618 117.67
HIGH 117.03
0.618 116.64
0.500 116.52
0.382 116.39
LOW 116.00
0.618 115.36
1.000 114.97
1.618 114.33
2.618 113.30
4.250 111.62
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 116.61 116.69
PP 116.56 116.68
S1 116.52 116.66

These figures are updated between 7pm and 10pm EST after a trading day.

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